You are trying to play a newer game that isn't supported by the official R4 firmware. The last official firmware version is nearing a year in age and more and more games are going to have this problem.
There are fixes for this. You have two options:
1. Manually patch your problematic games:
viewtopic.php?f=34&t=752. Use YSMenu instead of the old official firmware:
viewtopic.php?f=16&t=1957YSMenu may or may not run the game, but it is in active development, so these compatibility bugs are still being fixed. It's also less of a hassle than patching your games all the time.
I had funny .gifs, but this forum eated em. :(